I'd like to reorganize my site stucture, and to make my articles be published without menu items (I'm tired to make menu items and to make all SEO settings through it), but I have a problem. Page with Category Blog should have some modules, and pages with articles should have other modules. So, how can I organize that?
One simple way to go is to use Regular Labs Advanced Module Manager.
Advanced Module Manager is an extension that changes the way your Module manager works.
With Joomla you can normally only assign modules to certain menu items.
With Advanced Module Manager you have the possibility to assign modules to just about anything you want, giving you full control over your Joomla modules.
Among the other modules assignments you can do, is per page type e.g. category page or article page. So this type of assignment should cover your needs.
In addition, I would also use a SEF component like sh404SEF to handle the articles SEF URLs.